SUNRISE POLICE |
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LOCK |
ALETHEIA |
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ALETHEIA UNIVERSE HERE |
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ALETHEIA RISK HERE |
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AMERICAN EURO INTL. EQ. EXECUTIVE |
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AMERICAN EURO UNIVERSE HERE |
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AMERICAN EURO RISK HERE |
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N/A |
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N/A |
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N/A |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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Aletheia (Growth Equity + Cash) |
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Aletheia (Growth Equity + Cash) |
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Aletheia (Growth Equity + Cash) |
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American Euro Pacific Growth Class A |
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American Euro Pacific Growth Class A |
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American Euro Pacific Growth Class A |
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Putnam International Growth Fund |
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Putnam International Growth Fund |
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Putnam International Growth Fund |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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70 |
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Broad Large Cap Growth Aggresive |
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74 |
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75 |
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International Equity |
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79 |
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82 |
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International Equity |
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86 |
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Inception date is March 31, 2007 |
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72 |
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Incept |
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Inception date is December 31, 1999 |
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77 |
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2 Yr |
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Inception date is December 31, 1999 |
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84 |
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1 Yr |
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All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns for periods exceeding one
year are annualized. |
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Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns are net of fees. |
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Incept is March 31, 2007 to March
31, 2008 |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 1999 to March
31, 2004 |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 1999 to
September 30, 2003 |
Batting Average |
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Account Reconciliation |
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Trailing Returns through March 31,
2008 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through March 31, 2004 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through September
30, 2003 |
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Worst Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Ending Value |
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R1000G |
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Standard Deviation |
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Ending Value |
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EAFE |
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Standard Deviation |
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Ending Value |
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EAFE |
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Standard Deviation |
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3/31/2008 |
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Return |
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Beta |
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3/31/2004 |
|
Return |
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Beta |
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9/30/2003 |
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Return |
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Beta |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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6,649 |
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Universe |
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R-Squared |
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1,499 |
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Universe |
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R-Squared |
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1,221 |
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Universe |
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R-Squared |
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1 |
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5th %-tile |
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Sharpe Ratio |
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-1,549 |
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5th %-tile |
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Sharpe Ratio |
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0 |
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5th %-tile |
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Sharpe Ratio |
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-479 |
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25th %-tile |
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Treynor Ratio |
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50 |
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25th %-tile |
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Treynor Ratio |
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69 |
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25th %-tile |
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Treynor Ratio |
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6,171 |
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50th %-tile |
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Tracking Error |
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0 |
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50th %-tile |
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Tracking Error |
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1,290 |
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50th %-tile |
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Tracking Error |
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2008 |
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75th %-tile |
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Information Ratio |
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2004 |
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75th %-tile |
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Information Ratio |
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2003 |
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75th %-tile |
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Information Ratio |
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YTD |
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95th %-tile |
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Fund |
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YTD |
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95th %-tile |
|
Fund |
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YTD |
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95th %-tile |
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Fund |
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6,665 |
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2 Qtrs |
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2 |
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1,499 |
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2 Qtrs |
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4 |
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1,150 |
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2 Qtrs |
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1 |
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0 |
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-7.42 |
-0.0742 |
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2 |
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-1,549 |
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14.01 |
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4 |
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0 |
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22.98 |
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3 |
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-494 |
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1 |
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75 |
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50 |
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100 |
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37.5 |
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140 |
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89 |
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25 |
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6,171 |
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-10.87 |
-0.1087 |
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-7.2 |
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0 |
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22.26 |
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-17.58 |
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1,290 |
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29.35 |
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-8.78 |
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3/31/2007 |
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26 |
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8.59 |
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12/31/1999 |
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48 |
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17.98 |
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12/31/1999 |
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54 |
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16.43 |
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Incept |
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-8.31 |
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15.79 |
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Incept |
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31.41 |
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35.56 |
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Incept |
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46.02 |
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25.21 |
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5,766 |
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-10.76 |
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7.04 |
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1,744 |
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25.66 |
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-23.16 |
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1,823 |
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37.33 |
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21.3 |
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-1 |
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-13.04 |
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13.48 |
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-1,484 |
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22.05 |
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16.44 |
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76 |
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29.72 |
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14.58 |
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406 |
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-14.03 |
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0.99 |
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-260 |
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19.86 |
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0.93 |
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-609 |
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26.15 |
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1.01 |
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6,171 |
6171000 |
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-20.45 |
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8.01 |
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0 |
0 |
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17.56 |
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-3.05 |
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1,290 |
1,290,000 |
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21.22 |
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-4.52 |
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Investment Policy |
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3 Qtrs |
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0.8 |
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Investment Policy |
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3 Qtrs |
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0.91 |
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Investment Policy |
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3 Qtrs |
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0.97 |
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Index |
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0.53 |
0.0053 |
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0.21 |
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Index |
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24.58 |
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0.3 |
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Index |
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12.19 |
|
1.38 |
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Russell 1000 Growth |
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1 |
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2.88 |
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MSCI EAFE |
|
92 |
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5.37 |
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MSCI EAFE |
|
90 |
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19.88 |
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Total |
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-7.12 |
-0.0712 |
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5.99 |
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Total |
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32.27 |
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5.05 |
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Total |
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18.84 |
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2.63 |
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Weight |
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38 |
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1.3 |
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Weight |
|
54 |
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-0.82 |
|
Weight |
|
55 |
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-2 |
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100 |
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-1.84 |
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R1000G |
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100 |
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52.67 |
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EAFE |
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100 |
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40.34 |
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EAFE |
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100 |
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-4.74 |
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2 |
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100 |
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42.64 |
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3 |
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100 |
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27.72 |
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1 |
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Trailing Returns through March 31,
2008 |
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-8.88 |
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2 |
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Trailing Returns through March 31, 2004 |
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32.96 |
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5 |
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Trailing Returns through September
30, 2003 |
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19.83 |
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3 |
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Fund |
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-10.8 |
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25 |
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Fund |
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28.21 |
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62.5 |
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Fund |
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15.37 |
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75 |
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R1000G |
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-23.16 |
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-10.18 |
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EAFE |
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23.39 |
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-19.69 |
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EAFE |
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10.53 |
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-8.13 |
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Diff |
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1 Yr |
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6.86 |
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Diff |
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1 Yr |
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19.57 |
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Diff |
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1 Yr |
|
19.57 |
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1 Yr |
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1 Yr FUND |
7.04 |
0.0704 |
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17.04 |
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1 Yr |
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1 Yr FUND |
46.98 |
0.4698 |
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39.26 |
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1 Yr |
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1 Yr FUND |
21.3 |
0.213 |
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27.7 |
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1/7/1900 |
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UNIVERSE |
12 |
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-0.75 |
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2/15/1900 |
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UNIVERSE |
90 |
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-22.95 |
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1/21/1900 |
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UNIVERSE |
79 |
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26.55 |
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-0.75 |
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POLICY |
-0.75 |
-0.0075 |
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12.26 |
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58.15 |
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POLICY |
58.15 |
0.5815 |
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16.91 |
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26.55 |
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POLICY |
26.55 |
0.2655 |
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14.13 |
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7.79 |
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38 |
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1 |
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-11.17 |
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53 |
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1 |
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-5.25 |
|
48 |
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1 |
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2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
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8.07 |
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0 |
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2 Yr |
|
88.83 |
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0 |
|
2 Yr |
|
51.17 |
|
0 |
|
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3/31/2007 |
|
2.24 |
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1 |
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1/6/1900 |
|
71.94 |
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1 |
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1/0/1900 |
|
34.61 |
|
1 |
|
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Incept |
|
-1.62 |
|
-0.4 |
|
10.39 |
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59.08 |
|
0.54 |
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3.55 |
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26.12 |
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1.79 |
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|
7.04 |
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-4.26 |
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-4.94 |
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-4.12 |
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51.75 |
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9.11 |
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-3.11 |
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21.8 |
|
25.33 |
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|
-0.75 |
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-18.03 |
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0 |
|
3 Yr |
|
44.56 |
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0 |
|
3 Yr |
|
17.28 |
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0 |
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|
7.79 |
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2 Yr |
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Diff |
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1/3/1900 |
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2 Yr |
|
Diff |
|
-9.8 |
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2 Yr |
|
Diff |
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Incept ROR |
Fiscal Year Returns
Ending September |
|
6.01 |
0.0601 |
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0 |
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|
1/3/1900 |
|
6.27 |
0.0627 |
|
1 |
|
############################### |
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0.44 |
0.0044 |
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0 |
|
Fund |
Fund |
|
2.8 |
|
0 |
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|
-0.58 |
|
81 |
|
-1 |
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-1.42 |
|
84 |
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0 |
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Policy |
R1000G |
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2.02 |
0.0202 |
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50 |
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4 Yr |
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10.39 |
0.1039 |
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-25 |
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4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
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3.55 |
0.0355 |
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-50 |
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Diff |
|
-0.1 |
|
2.98 |
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################################## |
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51 |
|
2.11 |
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12/31/1999 |
|
62 |
|
-0.65 |
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3/31/2008 |
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-5.71 |
|
1.73 |
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################################## |
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25.52 |
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-1.59 |
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Incept |
|
27.66 |
|
-3.14 |
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Qtr |
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3 Yr |
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-1.25 |
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-1.17 |
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16.62 |
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-3.7 |
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-9.8 |
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14.6 |
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-2.49 |
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|
-7.2 |
|
9.85 |
|
7.79 |
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5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
10.4 |
|
-0.21 |
|
-9.79 |
|
5.01 |
|
-5.25 |
|
|
############################### |
|
7.82 |
|
1.22 |
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12/31/1999 |
|
7.12 |
|
-0.47 |
|
-0.01 |
|
1.78 |
|
0.45 |
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1/2/1900 |
|
6.64 |
|
-0.01 |
|
Incept |
|
2.87 |
|
-0.07 |
|
Calendar Year Returns |
|
-2.4 |
|
0.01 |
|
|
2008 |
|
5.57 |
|
8.01 |
|
-4.35 |
|
3 Yr |
|
-3.05 |
|
Fund |
|
3 Yr |
|
-4.52 |
|
|
YTD |
|
3 Yr FUND |
0.91 |
0.0091 |
|
-0.2 |
|
-4.27 |
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3 Yr FUND |
3.22 |
0.0322 |
|
-0.09 |
|
EAFE |
|
3 Yr FUND |
-9.8 |
-0.098 |
|
-0.03 |
|
|
############################### |
|
UNIVERSE |
4 Yr |
|
0.61 |
|
################################## |
|
UNIVERSE |
64 |
|
-0.24 |
|
Diff |
|
UNIVERSE |
67 |
|
-0.41 |
|
|
############################### |
|
POLICY |
8.85 |
0.0885 |
|
7.82 |
|
Calendar Year Returns |
|
POLICY |
3.8 |
0.038 |
|
-3.74 |
|
9/30/2003 |
|
POLICY |
-8.38 |
-0.0838 |
|
-5.45 |
|
|
3.45 |
|
6.02 |
|
5.99 |
|
Fund |
|
59 |
|
5.05 |
|
Qtr |
|
57 |
|
2.63 |
|
|
2007 2006 2005 2004 2003 2002 2001
2000 1999 |
|
5.37 |
|
3 Yr |
|
EAFE |
|
21.94 |
|
3 Yr |
|
5.62 |
|
8.62 |
|
5 Yr |
2 Yr |
|
|
Returns in Up Markets |
|
4.05 |
|
# of Negative Qtrs |
|
Diff |
|
12.43 |
|
# of Negative Qtrs |
|
8.18 |
|
-0.35 |
|
# of Negative Qtrs |
|
|
Fund |
|
1.77 |
|
# of Positive Qtrs |
|
3/31/2004 |
|
5.64 |
|
# of Positive Qtrs |
|
-2.56 |
|
-7.16 |
|
# of Positive Qtrs |
|
|
R1000G |
|
5 Yr |
|
Batting Average |
|
Qtr |
|
1.82 |
|
Batting Average |
|
6/25/1905 |
|
-11.15 |
|
Batting Average |
|
|
Ratio |
|
13.97 |
|
Worst Qtr |
|
-0.1 |
|
-1.83 |
|
Worst Qtr |
|
YTD |
|
-15.63 |
|
Worst Qtr |
|
|
3/31/2007 |
|
11.81 |
|
Best Qtr |
|
1/4/1900 |
|
4 Yr |
|
Best Qtr |
|
1/12/1900 |
|
4 Yr |
|
Best Qtr |
|
|
Incept |
|
10.62 |
|
Range |
|
-4.5 |
|
-5.68 |
|
Range |
|
18.84 |
|
9.62 |
|
Range |
|
|
15.6 |
|
10.13 |
|
Worst 4 Qtrs |
|
2004 |
|
63 |
|
Worst 4 Qtrs |
|
-6.65 |
|
2.03 |
|
Worst 4 Qtrs |
|
|
11.3 |
|
7.69 |
|
Standard Deviation |
|
YTD |
|
-4.51 |
|
Standard Deviation |
|
2002 |
|
-2.72 |
|
Standard Deviation |
|
|
137.6 |
|
6 Yr |
|
Beta |
|
################################## |
|
55 |
|
Beta |
|
############################### |
|
-6.02 |
|
Beta |
|
|
Returns in Down Markets |
|
6.1 |
|
Annualized Alpha |
|
4.4 |
|
10.18 |
|
Annualized Alpha |
|
-15.65 |
|
-9.45 |
|
Annualized Alpha |
|
|
Fund |
|
4.34 |
|
R-Squared |
|
-4.5 |
|
2.19 |
|
R-Squared |
|
-1.38 |
|
5 Yr |
|
R-Squared |
|
|
R1000G |
|
5 Yr FUND |
3.44 |
|
Sharpe Ratio |
|
6/25/1905 |
|
5 Yr FUND |
-3.98 |
|
Sharpe Ratio |
|
2001 |
|
5 Yr FUND |
18.09 |
|
Sharpe Ratio |
|
|
Ratio |
|
NA |
2.27 |
|
Treynor Ratio |
|
32.91 |
|
NA |
-7.33 |
|
Treynor Ratio |
|
-19.79 |
|
NA |
9.63 |
|
Treynor Ratio |
|
|
3/31/2007 |
|
|
1.11 |
|
Tracking Error |
|
2/8/1900 |
|
|
-11.11 |
|
Tracking Error |
|
############################### |
|
|
4.27 |
|
Tracking Error |
|
|
Incept |
|
7 Yr |
|
Information Ratio |
|
-6.26 |
|
5 Yr |
|
Information Ratio |
|
1.42 |
|
0.45 |
|
Information Ratio |
|
|
-7.4 |
|
4.77 |
|
|
Fund |
|
2002 |
|
18.66 |
|
|
Fund |
|
2000 |
|
-2.84 |
|
Fund |
Fund |
|
|
-10.9 |
|
3.33 |
|
5 |
|
-13.61 |
|
10.09 |
|
5 |
|
-9.02 |
|
6 Yr |
|
3 |
|
|
3/8/1900 |
|
2.38 |
|
|
7 |
|
-15.65 |
|
5.21 |
|
|
7 |
|
-13.96 |
|
8.6 |
|
|
5 |
|
|
0.28 |
|
1.23 |
|
50 |
|
2.04 |
|
1.01 |
|
50 |
|
4.94 |
|
2.76 |
|
Batting Average |
37.5 |
|
|
2001 |
|
-0.25 |
|
-19.18 |
|
2001 |
|
-2.33 |
|
-17.58 |
|
1999 1998 1997 1996 1995 1994 |
|
-0.28 |
|
|
-20.7 |
|
|
############################### |
|
8 Yr |
|
17.19 |
|
################################## |
|
6 Yr |
|
17.98 |
|
Returns in Up Markets |
|
-2.26 |
|
|
16.43 |
|
|
-21.21 |
|
0.43 |
|
36.37 |
|
################################## |
|
12.81 |
|
35.56 |
|
Fund |
|
-5.28 |
|
|
37.13 |
|
|
4.94 |
|
-0.52 |
|
-24.37 |
|
9.04 |
|
6.63 |
|
-23.16 |
|
EAFE |
|
7 Yr |
|
|
-25.51 |
|
|
2000 |
|
-2.77 |
|
16.26 |
|
2000 |
|
3.13 |
|
15.87 |
|
Ratio |
|
10.45 |
|
Standard Deviation |
16.96 |
|
|
############################### |
|
-4.81 |
|
0.93 |
|
-17.83 |
|
0.86 |
|
0.9 |
|
1 Yr |
|
5.19 |
|
Beta |
1.01 |
|
|
-13.96 |
|
-5.63 |
|
-2.36 |
|
|
-13.96 |
|
-1.46 |
|
-0.21 |
|
|
33 |
|
2.28 |
|
Annualized Alpha |
-2.99 |
-0.0299 |
|
1/0/1900 |
|
Fiscal Year Returns Ending September |
|
0.93 |
|
-3.87 |
|
7 Yr |
|
0.91 |
|
37.7 |
|
0.24 |
|
R-Squared |
0.98 |
|
|
1999 1998 1997 1996 1995 |
|
Fund |
|
-0.05 |
|
1999 1998 1997 1996 1995 |
|
12.98 |
|
0.08 |
|
87.4 |
|
-3.6 |
|
-0.07 |
|
|
Returns in Up Markets |
|
Return |
|
-0.84 |
|
Returns in Up Markets |
|
7 |
|
1.48 |
|
2 Yr |
|
8 Yr |
|
-1.15 |
|
|
Fund |
|
%-tile |
|
4.32 |
|
Fund |
|
4.48 |
|
4.98 |
|
35.7 |
|
10.08 |
|
2.59 |
|
|
EAFE |
|
R1000G |
|
-0.62 |
|
EAFE |
|
2.35 |
|
-0.12 |
|
37 |
|
5.69 |
|
-1.2 |
|
|
Ratio |
|
Return |
|
EAFE |
|
Ratio |
|
-0.88 |
|
EAFE |
|
96.5 |
|
3.12 |
|
Policy |
EAFE |
|
|
2 Yr |
|
%-tile |
####### |
|
5 |
|
2 Yr |
|
8 Yr |
|
5 |
|
3 Yr |
|
1.41 |
|
3 |
|
|
40.8 |
|
Universe |
|
7 |
|
44.6 |
|
13.01 |
|
7 |
|
35.7 |
|
-2.29 |
|
5 |
|
|
51.7 |
|
5th %-tile |
####### |
|
50 |
|
51.7 |
|
7.83 |
|
50 |
|
37 |
|
Calendar Year Returns |
|
62.5 |
|
|
78.9 |
|
25th %-tile |
|
-19.69 |
|
86.2 |
|
5.14 |
|
-19.69 |
|
96.5 |
|
Fund |
|
-19.69 |
|
|
3 Yr |
|
50th %-tile |
####### |
|
19.57 |
|
3 Yr |
|
3.35 |
|
19.57 |
|
12/31/1999 |
|
Return |
|
19.57 |
|
|
2/4/1900 |
|
75th %-tile |
|
39.26 |
|
2/7/1900 |
|
-0.67 |
|
39.26 |
|
Incept |
|
%-tile |
|
39.26 |
|
|
40.4 |
|
95th %-tile |
####### |
|
-22.95 |
|
40.4 |
|
Calendar Year Returns |
|
-22.95 |
|
35.7 |
|
EAFE |
|
-22.95 |
|
|
87.2 |
|
Qtr |
|
16.88 |
|
94.6 |
|
Fund |
|
16.88 |
|
37 |
|
Return |
|
Standard Deviation |
16.67 |
|
|
4 Yr |
|
-7.2 |
-0.072 |
|
1 |
|
4 Yr |
|
Return |
|
|
1 |
|
96.5 |
|
%-tile |
|
|
1 |
|
|
2/4/1900 |
|
1 |
|
0 |
|
38.3 |
|
%-tile |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
40.4 |
|
-10.18 |
-0.1018 |
|
1 |
|
40.4 |
|
EAFE |
|
|
1 |
|
Fund |
|
5th %-tile |
|
|
1 |
|
|
87.2 |
|
16 |
|
0.11 |
|
94.6 |
|
Return |
|
0.11 |
|
EAFE |
|
25th %-tile |
|
0.12 |
|
|
12/31/1999 |
|
-9.34 |
|
|
1.91 |
|
12/31/1999 |
|
%-tile |
|
|
1.91 |
|
Ratio |
|
50th %-tile |
|
|
1.95 |
|
|
Incept |
|
-10.98 |
|
0 |
|
Incept |
|
Universe |
|
0 |
|
1 Yr |
|
75th %-tile |
|
0 |
|
|
35.3 |
|
-12.27 |
|
|
Diff |
|
38.3 |
|
5th %-tile |
|
|
Diff |
|
-8.8 |
|
95th %-tile |
|
|
Diff |
|
|
40.4 |
|
-13.71 |
|
0 |
|
40.4 |
|
25th %-tile |
|
0 |
|
-8.1 |
|
Qtr |
|
0 |
|
|
87.2 |
|
-15.15 |
|
|
0 |
|
94.6 |
|
50th %-tile |
|
|
0 |
|
108 |
|
QU. FUND |
5.62 |
0.0562 |
|
0 |
|
|
Returns in Down Markets |
|
YTD |
|
0 |
|
Returns in Down Markets |
|
75th %-tile |
|
0 |
|
2 Yr |
|
UNIVERSE |
83 |
|
-25 |
|
|
Fund |
|
-7.42 |
|
|
0.51 |
|
Fund |
|
95th %-tile |
|
2.11 |
|
-31.1 |
|
POLICY |
8.18 |
0.0818 |
|
-1.01 |
|
|
EAFE |
|
1 |
|
-2.38 |
|
EAFE |
|
Qtr |
|
-1.59 |
|
-27.6 |
|
58 |
|
-3.14 |
|
|
Ratio |
|
QU. FUND |
-10.87 |
-0.1087 |
|
-2.89 |
|
Ratio |
|
QU. FUND |
-0.1 |
-0.001 |
|
-3.7 |
|
112.6 |
|
18.61 |
|
-2.13 |
|
|
2 Yr |
|
UNIVERSE |
26 |
|
-1.42 |
|
2 Yr |
|
UNIVERSE |
100 |
|
-0.21 |
|
3 Yr |
|
12.99 |
|
-2.56 |
|
|
-30 |
|
POLICY |
-8.31 |
-0.0831 |
|
-0.62 |
|
################################## |
|
POLICY |
4.4 |
0.044 |
|
-1.01 |
|
-32.6 |
|
8.87 |
|
|
0.29 |
|
|
-27.6 |
|
-10.76 |
|
-0.07 |
|
-27.6 |
|
64 |
|
-0.1 |
|
-31.3 |
|
6.39 |
|
0.01 |
|
|
108.4 |
|
-13.04 |
|
|
-2.36 |
|
104.1 |
|
12.35 |
|
|
-0.21 |
|
104.3 |
|
3.84 |
|
|
-2.99 |
|
|
3 Yr |
|
-14.03 |
|
-0.07 |
|
3 Yr |
|
7.66 |
|
-0.09 |
|
12/31/1999 |
|
YTD |
|
-0.02 |
|
|
-32.7 |
|
-20.45 |
|
|
-0.16 |
|
################################## |
|
5.1 |
|
|
-0.03 |
|
Incept |
|
12.19 |
|
|
-0.19 |
|
|
-32 |
|
2007 |
|
-2.75 |
|
-32 |
|
3.86 |
|
-0.43 |
|
-26.4 |
|
90 |
|
-3.1 |
|
|
102.2 |
|
29.19 |
|
|
4.32 |
|
98.2 |
|
1.64 |
|
|
4.98 |
|
-26.8 |
|
18.84 |
|
|
2.59 |
|
|
4 Yr |
|
23.18 |
|
|
4 Yr |
|
4 Yr |
|
YTD |
|
4 Yr |
|
98.7 |
|
55 |
|
3 Yr |
|
|
-30.4 |
|
20.14 |
|
|
# of Negative Qtrs |
|
-29.9 |
|
-0.1 |
|
|
# of Negative Qtrs |
|
40.9 |
|
40.34 |
|
|
# of Negative Qtrs |
|
|
-29.3 |
|
18.24 |
|
# of Positive Qtrs |
|
-29.3 |
|
100 |
|
# of Positive Qtrs |
|
88.8 |
|
27.72 |
|
# of Positive Qtrs |
|
|
103.8 |
|
15.61 |
|
|
Batting Average |
|
102.3 |
|
4.4 |
|
|
Batting Average |
|
7 Yr |
|
19.83 |
|
|
Batting Average |
|
|
12/31/1999 |
|
2006 |
|
Worst Qtr |
|
12/31/1999 |
|
64 |
|
Worst Qtr |
|
33.6 |
|
15.37 |
|
Worst Qtr |
|
|
Incept |
|
11.6 |
|
|
Best Qtr |
|
Incept |
|
12.35 |
|
|
Best Qtr |
|
37 |
|
10.53 |
|
|
Best Qtr |
|
|
-26.3 |
|
7.84 |
|
Range |
|
-26.1 |
|
7.66 |
|
Range |
|
90.6 |
|
2002 |
|
Range |
|
|
-26.8 |
|
5.27 |
|
|
Worst 4 Qtrs |
|
################################## |
|
5.1 |
|
|
Worst 4 Qtrs |
|
9/30/1995 |
|
2002 FUND |
-17.03 |
-0.1703 |
|
Worst 4 Qtrs |
|
|
98.1 |
|
2.96 |
|
Standard Deviation |
|
97.4 |
|
3.86 |
|
Standard Deviation |
|
Incept |
|
UNIVERSE |
69 |
|
Standard Deviation |
|
|
0.86 |
|
|
Beta |
|
1.64 |
|
|
Beta |
|
32.2 |
|
POLICY |
-15.65 |
-0.1565 |
|
Beta |
|
|
2005 |
|
Annualized Alpha |
|
2003 |
|
Annualized Alpha |
|
34.9 |
|
60 |
|
Annualized Alpha |
|
|
2002 FUND |
30.32 |
0.3032 |
|
R-Squared |
|
2002 FUND |
32.91 |
0.3291 |
|
R-Squared |
|
92.3 |
|
1.13 |
|
R-Squared |
|
|
UNIVERSE |
22.83 |
|
Sharpe Ratio |
|
UNIVERSE |
77 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
-8.2 |
|
Sharpe Ratio |
|
|
POLICY |
18.25 |
0.1825 |
|
Treynor Ratio |
|
POLICY |
39.17 |
0.3917 |
|
Treynor Ratio |
|
Fund |
|
-14.26 |
|
|
Treynor Ratio |
|
|
13.39 |
|
Tracking Error |
|
|
|
50 |
|
Tracking Error |
|
Policy |
|
-17.82 |
|
Tracking Error |
|
|
9.22 |
|
|
Information Ratio |
|
65.72 |
|
|
Information Ratio |
|
Ratio |
|
-22.25 |
|
|
Information Ratio |
|
|
2004 |
|
|
Fund |
|
48.59 |
|
Fund |
|
3 Yr |
|
2001 |
|
Fund |
|
|
19.98 |
|
|
9 |
|
38.92 |
|
|
9 |
|
-29.4 |
|
2001 FUND |
-19.79 |
-0.1979 |
|
6 |
|
|
11.68 |
|
|
7 |
|
|
|
33.2 |
|
7 |
|
-34.5 |
|
UNIVERSE |
59 |
|
6 |
|
|
8.57 |
|
|
43.75 |
|
27.55 |
|
|
43.75 |
|
85 |
|
POLICY |
-21.21 |
-0.2121 |
|
50 |
|
|
5.29 |
|
|
-19.18 |
|
2002 |
|
-17.58 |
|
5 Yr |
|
66 |
|
-20.7 |
|
|
2001 FUND |
0.39 |
0.0039 |
|
17.19 |
|
2001 FUND |
-13.61 |
-0.1361 |
|
17.98 |
|
-26.5 |
|
3.58 |
|
16.43 |
|
|
UNIVERSE |
2003 |
|
|
36.37 |
|
UNIVERSE |
47 |
|
35.56 |
|
-31.3 |
|
-10.16 |
|
37.13 |
|
|
POLICY |
46.58 |
0.4658 |
|
-27.32 |
|
POLICY |
-15.65 |
-0.1565 |
|
-28.02 |
|
84.6 |
|
-18.13 |
|
|
-27.24 |
|
|
28.47 |
|
|
17.03 |
|
60 |
|
16.41 |
|
7 Yr |
|
-22.9 |
|
16.92 |
|
|
22.7 |
|
|
0.98 |
|
1.13 |
|
|
0.93 |
|
-26.5 |
|
-29.05 |
|
|
0.98 |
|
|
21.09 |
|
|
-2.46 |
|
|
-8.2 |
|
-1.43 |
|
|
-31.3 |
|
2000 |
|
-1.69 |
|
|
|
|
17.26 |
|
|
0.89 |
|
-14.26 |
|
|
0.88 |
|
84.6 |
|
2000 FUND |
-9.02 |
-0.0902 |
|
0.97 |
|
|
2002 |
|
-0.58 |
|
|
|
|
-17.82 |
|
-0.52 |
-0.0052 |
|
9/30/1995 |
|
UNIVERSE |
30 |
|
-0.74 |
|
|
-15.25 |
|
|
-10 |
|
-22.25 |
|
|
-9.23 |
|
Incept |
|
POLICY |
-13.96 |
-0.1396 |
|
-12.79 |
|
|
-21.24 |
|
5.54 |
|
2001 |
|
5.88 |
|
-26.5 |
|
44 |
|
2.89 |
|
|
2000 FUND |
-24.1 |
-0.241 |
|
-0.43 |
|
2000 FUND |
-12.17 |
-0.1217 |
|
-0.2 |
|
-31.3 |
|
2.88 |
|
-0.49 |
|
|
UNIVERSE |
-26.19 |
|
|
EAFE |
|
UNIVERSE |
30 |
|
EAFE |
|
84.6 |
|
-8.21 |
|
EAFE |
|
|
POLICY |
-33.08 |
-0.3308 |
|
9 |
|
POLICY |
-21.21 |
-0.2121 |
|
9 |
|
-15.61 |
|
7 |
|
|
2001 |
|
7 |
|
66 |
|
7 |
|
-24.08 |
|
5 |
|
|
-41.52 |
|
56.25 |
|
3.58 |
|
56.25 |
|
-34 |
|
50 |
|
|
-45.11 |
|
-19.69 |
|
-10.16 |
|
-19.69 |
|
1999 |
|
-19.69 |
|
|
-50.21 |
|
|
19.57 |
|
-18.13 |
|
|
19.57 |
|
1999 FUND |
116.89 |
|
|
19.57 |
|
|
-55.78 |
|
39.26 |
|
-22.9 |
|
39.26 |
|
NA |
67.58 |
|
39.26 |
|
|
-60.95 |
|
|
-28.27 |
|
-29.05 |
|
|
-28.27 |
|
|
47.85 |
|
|
-28.27 |
|
|
2000 |
|
|
16.44 |
|
2000 |
|
16.44 |
|
28.32 |
|
17.01 |
|
|
1999 FUND |
58.93 |
0.5893 |
|
1 |
|
1999 FUND |
-17.83 |
-0.1783 |
|
1 |
|
16.51 |
|
1 |
|
|
NA |
37.72 |
|
0 |
|
NA |
61 |
|
0 |
|
1998 |
|
0 |
|
|
|
27.34 |
0.2734 |
|
1 |
|
|
-13.96 |
-0.1396 |
|
1 |
|
27.64 |
|
1 |
|
|
22.31 |
|
-0.45 |
|
44 |
|
-0.45 |
|
17.86 |
|
-0.65 |
|
|
9.33 |
|
-7.41 |
|
2.88 |
|
-7.41 |
|
11.79 |
|
-11.11 |
|
|
-8.21 |
|
0 |
|
-8.21 |
|
0 |
|
2.35 |
|
0 |
|
|
1998 FUND |
-15.61 |
|
|
Diff |
|
-15.61 |
|
|
Diff |
|
1998 FUND |
-29.32 |
|
|
Diff |
|
|
|
|
NA |
-24.08 |
|
0 |
|
-24.08 |
|
0 |
|
NA |
1997 |
|
-1 |
|
|
|
-34 |
|
|
0 |
|
-34 |
|
|
0 |
|
|
22.94 |
|
|
1 |
|
|
1999 |
|
-12.5 |
|
1999 |
|
-12.5 |
|
11.7 |
|
0 |
|
|
116.89 |
|
0.51 |
|
1998 FUND |
116.89 |
|
2.11 |
|
5.22 |
|
-1.01 |
|
|
67.58 |
|
-2.38 |
|
NA |
67.58 |
|
-1.59 |
|
-2.28 |
|
-3.14 |
|
|
47.85 |
|
-2.89 |
|
|
47.85 |
|
-3.7 |
|
-30.46 |
|
-2.13 |
|
|
28.32 |
|
0.95 |
|
28.32 |
|
0.25 |
|
1996 |
|
1.03 |
|
|
16.51 |
|
0.59 |
|
16.51 |
|
-0.03 |
|
28.9 |
|
-0.09 |
|
|
1998 |
|
-0.02 |
|
1998 |
|
-0.07 |
|
20.05 |
|
-0.02 |
|
|
27.64 |
|
|
-2.46 |
|
27.64 |
|
|
-1.43 |
|
14.65 |
|
|
-1.69 |
|
|
17.86 |
|
-0.11 |
|
17.86 |
|
-0.12 |
|
9.94 |
|
-0.03 |
|
|
11.79 |
|
|
-0.13 |
|
11.79 |
|
|
-0.07 |
|
0.97 |
|
|
-0.09 |
|
|
2.35 |
|
-2.59 |
|
2.35 |
|
-1.82 |
|
1995 |
|
-1.68 |
|
|
-29.32 |
|
5.54 |
|
-29.32 |
|
5.88 |
|
21.87 |
|
2.89 |
|
|
1997 |
|
Incept |
Incept |
|
1997 |
|
Incept |
Incept |
|
13.07 |
|
Incept |
|
|
22.94 |
|
# of Negative Qtrs |
|
22.94 |
|
# of Negative Qtrs |
|
9.83 |
|
# of Negative Qtrs |
|
|
11.7 |
|
# of Positive Qtrs |
|
11.7 |
|
# of Positive Qtrs |
|
3.73 |
|
# of Positive Qtrs |
|
|
5.22 |
|
Batting Average |
|
5.22 |
|
Batting Average |
|
-8.25 |
|
Batting Average |
|
|
-2.28 |
|
Worst Qtr |
|
-2.28 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
-30.46 |
|
|
Best Qtr |
|
-30.46 |
|
|
Best Qtr |
|
35.39 |
|
|
Best Qtr |
|
|
1996 |
|
Range |
|
1996 |
|
Range |
|
28.17 |
|
Range |
|
|
28.9 |
|
|
Worst 4 Qtrs |
|
28.9 |
|
|
Worst 4 Qtrs |
|
23.31 |
|
|
Worst 4 Qtrs |
|
|
20.05 |
|
Standard Deviation |
|
20.05 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
14.65 |
|
Beta |
|
14.65 |
|
Beta |
|
6.14 |
|
Beta |
|
|
9.94 |
|
Annualized Alpha |
|
9.94 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
0.97 |
|
R-Squared |
|
0.97 |
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
Sharpe Ratio |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
Treynor Ratio |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
Tracking Error |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
Information Ratio |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
Fund |
Fund |
|
Fund |
Fund |
|
32.4 |
|
Fund |
|
|
9 |
|
9 |
|
29.2 |
|
8 |
|
|
8 |
|
8 |
|
26.22 |
|
7 |
|
|
Batting Average |
47.06 |
|
Batting Average |
47.06 |
|
19.15 |
|
46.67 |
|
|
|
-19.18 |
|
|
-17.58 |
|
1996 |
|
-20.7 |
|
|
|
17.19 |
|
|
17.98 |
|
22.92 |
|
16.43 |
|
|
|
36.37 |
|
|
35.56 |
|
27 |
|
37.13 |
|
|
|
-27.32 |
|
|
-28.02 |
|
22.96 |
|
-27.24 |
|
|
Standard Deviation |
16.91 |
|
Standard Deviation |
16.23 |
|
26 |
|
18.18 |
|
|
Beta |
0.96 |
|
Beta |
0.92 |
|
27.28 |
|
1.04 |
|
|
Annualized Alpha |
-1.15 |
-0.0115 |
|
Annualized Alpha |
-0.37 |
|
23.01 |
|
0.61 |
|
|
R-Squared |
0.87 |
|
R-Squared |
0.86 |
|
21.51 |
|
0.87 |
|
|
-0.5 |
|
-0.46 |
|
18.9 |
|
-0.72 |
|
|
-8.74 |
|
-8.04 |
|
15.28 |
|
-12.63 |
|
|
6.05 |
|
6.27 |
|
1995 |
|
6.46 |
|
|
-0.18 |
|
-0.01 |
|
38.57 |
|
0 |
|
|
Policy |
EAFE |
|
Policy |
EAFE |
|
36.55 |
|
EAFE |
|
|
10 |
|
10 |
|
33.47 |
|
10 |
|
|
7 |
|
7 |
|
30.16 |
|
5 |
|
|
52.94 |
|
52.94 |
|
24.43 |
|
53.33 |
|
|
-19.69 |
|
-19.69 |
|
-19.69 |
|
|
19.57 |
|
19.57 |
|
19.57 |
|
|
39.26 |
|
39.26 |
|
39.26 |
|
|
-28.27 |
|
-28.27 |
|
-28.27 |
|
|
Standard Deviation |
16.41 |
|
Standard Deviation |
16.41 |
|
16.41 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
-0.45 |
|
-0.45 |
|
-0.8 |
|
|
-7.32 |
|
-7.32 |
|
-13.13 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
-1 |
|
-2 |
|
|
1 |
|
1 |
|
2 |
|
|
-5.88 |
|
-5.88 |
|
-6.66 |
|
|
0.51 |
|
2.11 |
|
-1.01 |
|
|
-2.38 |
|
-1.59 |
|
-3.14 |
|
|
-2.89 |
|
-3.7 |
|
-2.13 |
|
|
0.95 |
|
0.25 |
|
1.03 |
|
|
0.5 |
|
-0.18 |
|
1.77 |
|
|
-0.04 |
|
-0.08 |
|
0.04 |
|
|
-1.15 |
|
-0.37 |
|
0.61 |
|
|
-0.13 |
|
-0.14 |
|
-0.13 |
|
|
-0.05 |
|
-0.01 |
|
0.08 |
|
|
-1.42 |
|
-0.72 |
|
0.5 |
|
|
6.05 |
|
6.27 |
|
6.46 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|